A Simple Expression for Mill's Ratio of the Student's t-Distribution
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💻 cs.LG
math.PR
keywords
expressionmillratiosimplestudentanalysisauerbandit
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I show a simple expression of the Mill's ratio of the Student's t-Distribution. I use it to prove Conjecture 1 in P. Auer, N. Cesa-Bianchi, and P. Fischer. Finite-time analysis of the multiarmed bandit problem. Mach. Learn., 47(2-3):235--256, May 2002.
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